English
Related papers

Related papers: Higher order return times for $\phi$-mixing measur…

200 papers

We describe an approach that allows us to deduce the limiting return times distribution for arbitrary sets to be compound Poisson distributed. We establish a relation between the limiting return times distribution and the probability of the…

Dynamical Systems · Mathematics 2020-08-26 N. Haydn , S. Vaienti

In this paper we prove two results. First we show that dynamical systems with a $\phi$-mixing measure have in the limit Poisson distributed return times almost everywhere. We use the Chen-Stein method to also obtain rates of convergence.…

Dynamical Systems · Mathematics 2014-02-18 Nicolai T A Haydn , Yannis Psiloyenis

Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the…

Dynamical Systems · Mathematics 2014-03-04 N. Haydn , S. Vaienti

We consider expanding systems with invariant measures that are uniformly expanding everywhere except on a small measure set and show that the limiting statistics of hitting times for zero measure sets are compound Poisson provided the…

Dynamical Systems · Mathematics 2025-10-17 Nicolai T A Haydn

We consider the return times dynamics to Bowen balls for continuous maps on metric spaces which have invariant probability measures with certain mixing properties. These mixing properties are satisfied for instance by systems that allow…

Dynamical Systems · Mathematics 2015-02-24 Nicolai Haydn , Fan Yang

We consider a $\phi$-mixing shift $T$ on a sequence space $\Om$ and study the number $\cN_N$ of returns $\{ T^{q_N(n)}\om\in A^a_n\}$ at times $q_N(n)$ to a cylinder $A^a_n$ constructed by a sequence $a\in\Om$ where $n$ runs either until a…

Dynamical Systems · Mathematics 2019-10-18 Yuri Kifer

It is well-known that, for sufficiently mixing dynamical systems, the number of visits to balls and cylinders of vanishing measure is approximately Poisson compound distributed in the Kac scaling. Here we extend this kind of results when…

Dynamical Systems · Mathematics 2021-07-29 Sandro Gallo , Nicolai Haydn , Sandro Vaienti

We prove a quenched limiting law for random measures on subshifts at periodic points. We consider a family of measures $\{\mu_\omega\}_{\omega\in\Omega}$, where the `driving space' $\Omega$ is equipped with a probability measure which is…

Dynamical Systems · Mathematics 2016-12-06 Nicolai Haydn , Mike Todd

In this note we discuss limit distribution of normalized return times for shrinking targets and draw a necessary and sufficient condition using sweep-out sequence in order for the limit distribution to be exponential with parameter $1$. The…

Dynamical Systems · Mathematics 2020-10-30 Xuan Zhang

Hitting rate and escape rate are two examples of recurrence laws for a dynamical system, and a general limit connects them. We show that for both Gibbs-Markov systems or any systems with the $\phi$-mixing measure, for a sequence of nested…

Dynamical Systems · Mathematics 2025-03-19 Saeed Shaabanian

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

The equations of motion of a single particle subject to an arbitrary electric and a static magnetic field form a Poisson system. We present a second-order time integration method which preserves well the Poisson structure and compare it to…

Numerical Analysis · Mathematics 2016-01-06 Christian Knapp , Alexander Kendl , Antti Koskela , Alexander Ostermann

Let 0<\alpha<1/2. We show that the mixing time of a continuous-time reversible Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of stationary measure at least \alpha of the state space.…

Probability · Mathematics 2012-08-28 Roberto Imbuzeiro Oliveira

For a $\psi$-mixing process $\xi_0,\xi_1,\xi_2,...$ we consider the number $\mathcal{N}_N$ of multiple returns $\{\xi_{q_{i,N}(n)}\in\Gamma_N,\, i=1,...,\ell\}$ to a set $\Gamma_N$ for $n$ until either a fixed number $N$ or until the moment…

Dynamical Systems · Mathematics 2019-10-04 Yuri Kifer

Finite mixture models have long been used across a variety of fields in engineering and sciences. Recently there has been a great deal of interest in quantifying the convergence behavior of the \emph{mixing measure}, a fundamental object…

Statistics Theory · Mathematics 2025-09-05 Yun Wei , Sayan Mukherjee , XuanLong Nguyen

We show that a compound Poisson distribution holds for scaled exceedances of observables $\phi$ uniquely maximized at a periodic point $\zeta$ in a variety of two-dimensional hyperbolic dynamical systems with singularities $(M,T,\mu)$,…

Dynamical Systems · Mathematics 2017-11-22 Meagan Carney , Matthew Nicol , Hong-Kun Zhang

Given a periodic point $\omega$ in a $\psi$-mixing shift with countable alphabet, the sequence $\{S_{n}\}$ of random variables counting the number of multiple returns to shrinking cylindrical neighborhoods of $\omega$ is considered.…

Probability · Mathematics 2017-03-31 Ariel Rapaport

The hitting and mixing times are two fundamental quantities associated with Markov chains. In Peres and Sousi[PS2015] and Oliveira[Oli2012], the authors show that the mixing times and "worst-case" hitting times of reversible Markov chains…

Probability · Mathematics 2019-04-05 Robert M. Anderson , Haosui Duanmu , Aaron Smith

We consider the problem of approximating a general Gaussian location mixture by finite mixtures. The minimum order of finite mixtures that achieve a prescribed accuracy (measured by various $f$-divergences) is determined within constant…

Statistics Theory · Mathematics 2025-04-08 Yun Ma , Yihong Wu , Pengkun Yang

We prove that the distributional limit of the normalised number of returns to small neighbourhoods of periodic points of non-uniformly hyperbolic dynamical systems is compound Poisson. The returns to small balls around a fixed point in the…

Dynamical Systems · Mathematics 2013-11-13 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd
‹ Prev 1 2 3 10 Next ›